SARIMA(0, 1, 1) (0, 1, 1, 7) AIC=2758.751
SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=2757.863
SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=2760.562
SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=2759.734
Best SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=2757.863
Category A: Statespace Model Results
=========================================================================================
Dep. Variable: sales No. Observations: 371
Model: SARIMAX(0, 1, 1)x(1, 1, 1, 7) Log Likelihood -1374.932
Date: Fri, 17 Feb 2017 AIC 2757.863
Time: 04:29:31 BIC 2773.528
Sample: 09-26-2015 HQIC 2764.085
- 09-30-2016
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
ma.L1 -0.7856 0.032 -24.823 0.000 -0.848 -0.724
ar.S.L7 -0.0918 0.060 -1.533 0.125 -0.209 0.026
ma.S.L7 -0.9880 0.076 -12.971 0.000 -1.137 -0.839
sigma2 106.0899 9.709 10.927 0.000 87.061 125.119
===================================================================================
Ljung-Box (Q): 39.90 Jarque-Bera (JB): 157.08
Prob(Q): 0.47 Prob(JB): 0.00
Heteroskedasticity (H): 1.10 Skew: -0.89
Prob(H) (two-sided): 0.59 Kurtosis: 5.69
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
SARIMA(0, 1, 1) (0, 1, 1, 7) AIC=5013.914
SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=5015.251
SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=5012.399
SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=5013.756
Best SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=5012.399
Category B: Statespace Model Results
=========================================================================================
Dep. Variable: sales No. Observations: 371
Model: SARIMAX(1, 1, 1)x(0, 1, 1, 7) Log Likelihood -2502.200
Date: Fri, 17 Feb 2017 AIC 5012.399
Time: 04:29:33 BIC 5028.064
Sample: 09-26-2015 HQIC 5018.621
- 09-30-2016
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
ar.L1 0.1174 0.049 2.402 0.016 0.022 0.213
ma.L1 -0.9125 0.030 -30.657 0.000 -0.971 -0.854
ma.S.L7 -0.9997 4.136 -0.242 0.809 -9.107 7.108
sigma2 5.234e+04 2.16e+05 0.243 0.808 -3.71e+05 4.75e+05
===================================================================================
Ljung-Box (Q): 66.26 Jarque-Bera (JB): 7615.30
Prob(Q): 0.01 Prob(JB): 0.00
Heteroskedasticity (H): 2.02 Skew: -3.89
Prob(H) (two-sided): 0.00 Kurtosis: 24.05
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
SARIMA(0, 1, 1) (0, 1, 1, 7) AIC=4078.024
SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=4079.346
SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=4074.295
SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=4074.109
Best SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=4074.109
Category C: Statespace Model Results
=========================================================================================
Dep. Variable: sales No. Observations: 371
Model: SARIMAX(1, 1, 1)x(1, 1, 1, 7) Log Likelihood -2032.055
Date: Fri, 17 Feb 2017 AIC 4074.109
Time: 04:29:35 BIC 4093.690
Sample: 09-26-2015 HQIC 4081.886
- 09-30-2016
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
ar.L1 0.1793 0.049 3.661 0.000 0.083 0.275
ma.L1 -0.9460 0.026 -35.809 0.000 -0.998 -0.894
ar.S.L7 -0.0272 0.060 -0.456 0.648 -0.144 0.089
ma.S.L7 -0.9963 0.277 -3.592 0.000 -1.540 -0.453
sigma2 3916.3608 1024.950 3.821 0.000 1907.496 5925.226
===================================================================================
Ljung-Box (Q): 49.52 Jarque-Bera (JB): 2115.04
Prob(Q): 0.14 Prob(JB): 0.00
Heteroskedasticity (H): 1.85 Skew: -2.32
Prob(H) (two-sided): 0.00 Kurtosis: 13.88
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
SARIMA(0, 1, 1) (0, 1, 1, 7) AIC=2093.793
SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=2082.838
Best SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=2082.838
Category D: Statespace Model Results
=========================================================================================
Dep. Variable: sales No. Observations: 371
Model: SARIMAX(0, 1, 1)x(1, 1, 1, 7) Log Likelihood -1037.419
Date: Fri, 17 Feb 2017 AIC 2082.838
Time: 04:29:36 BIC 2098.503
Sample: 09-26-2015 HQIC 2089.060
- 09-30-2016
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
ma.L1 -0.8444 0.021 -40.796 0.000 -0.885 -0.804
ar.S.L7 0.2317 0.030 7.796 0.000 0.173 0.290
ma.S.L7 -0.9631 0.057 -16.771 0.000 -1.076 -0.851
sigma2 16.9685 1.011 16.776 0.000 14.986 18.951
===================================================================================
Ljung-Box (Q): 70.91 Jarque-Bera (JB): 2130.35
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.16 Skew: 0.82
Prob(H) (two-sided): 0.00 Kurtosis: 14.75
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
SARIMA(0, 1, 1) (0, 1, 1, 7) AIC=3321.291
SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=3323.168
SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=3306.144
SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=3309.425
Best SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=3306.144
Category E: Statespace Model Results
=========================================================================================
Dep. Variable: sales No. Observations: 371
Model: SARIMAX(1, 1, 1)x(0, 1, 1, 7) Log Likelihood -1649.072
Date: Fri, 17 Feb 2017 AIC 3306.144
Time: 04:29:40 BIC 3321.809
Sample: 09-26-2015 HQIC 3312.366
- 09-30-2016
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
ar.L1 0.2804 0.062 4.518 0.000 0.159 0.402
ma.L1 -0.8457 0.032 -26.667 0.000 -0.908 -0.784
ma.S.L7 -0.9294 0.022 -42.245 0.000 -0.973 -0.886
sigma2 495.4624 22.088 22.431 0.000 452.171 538.754
===================================================================================
Ljung-Box (Q): 39.07 Jarque-Bera (JB): 273.99
Prob(Q): 0.51 Prob(JB): 0.00
Heteroskedasticity (H): 10.24 Skew: -0.49
Prob(H) (two-sided): 0.00 Kurtosis: 7.14
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
SARIMA(0, 1, 1) (0, 1, 1, 7) AIC=5280.689
SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=5282.689
SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=5274.839
SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=5276.827
Best SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=5274.839
Category F: Statespace Model Results
=========================================================================================
Dep. Variable: sales No. Observations: 371
Model: SARIMAX(1, 1, 1)x(0, 1, 1, 7) Log Likelihood -2633.420
Date: Fri, 17 Feb 2017 AIC 5274.839
Time: 04:29:43 BIC 5290.504
Sample: 09-26-2015 HQIC 5281.061
- 09-30-2016
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
ar.L1 0.2148 0.046 4.709 0.000 0.125 0.304
ma.L1 -0.8948 0.027 -33.008 0.000 -0.948 -0.842
ma.S.L7 -0.9998 0.035 -28.934 0.000 -1.068 -0.932
sigma2 1.082e+05 3.19e-07 3.39e+11 0.000 1.08e+05 1.08e+05
===================================================================================
Ljung-Box (Q): 59.54 Jarque-Bera (JB): 1206.57
Prob(Q): 0.02 Prob(JB): 0.00
Heteroskedasticity (H): 1.10 Skew: -2.08
Prob(H) (two-sided): 0.61 Kurtosis: 10.91
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 2.42e+26. Standard errors may be unstable.
SARIMA(0, 1, 1) (0, 1, 1, 7) AIC=4392.339
SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=4390.240
SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=4388.603
SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=4389.252
Best SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=4388.603
Category G: Statespace Model Results
=========================================================================================
Dep. Variable: sales No. Observations: 371
Model: SARIMAX(1, 1, 1)x(0, 1, 1, 7) Log Likelihood -2190.301
Date: Fri, 17 Feb 2017 AIC 4388.603
Time: 04:29:46 BIC 4404.268
Sample: 09-26-2015 HQIC 4394.824
- 09-30-2016
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
ar.L1 0.1828 0.041 4.406 0.000 0.101 0.264
ma.L1 -0.9998 0.893 -1.120 0.263 -2.749 0.750
ma.S.L7 -0.9994 2.651 -0.377 0.706 -6.196 4.197
sigma2 9179.8074 2.26e+04 0.407 0.684 -3.5e+04 5.34e+04
===================================================================================
Ljung-Box (Q): 55.14 Jarque-Bera (JB): 1685.71
Prob(Q): 0.06 Prob(JB): 0.00
Heteroskedasticity (H): 1.83 Skew: -2.06
Prob(H) (two-sided): 0.00 Kurtosis: 12.72
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
SARIMA(0, 1, 1) (0, 1, 1, 7) AIC=4691.291
SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=4695.543
SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=4688.329
SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=4689.820
Best SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=4688.329
Category H: Statespace Model Results
=========================================================================================
Dep. Variable: sales No. Observations: 371
Model: SARIMAX(1, 1, 1)x(0, 1, 1, 7) Log Likelihood -2340.165
Date: Fri, 17 Feb 2017 AIC 4688.329
Time: 04:29:49 BIC 4703.994
Sample: 09-26-2015 HQIC 4694.551
- 09-30-2016
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
ar.L1 0.1426 0.039 3.620 0.000 0.065 0.220
ma.L1 -0.9997 0.419 -2.388 0.017 -1.820 -0.179
ma.S.L7 -0.9996 2.804 -0.356 0.722 -6.496 4.497
sigma2 2.099e+04 6.08e+04 0.345 0.730 -9.82e+04 1.4e+05
===================================================================================
Ljung-Box (Q): 61.89 Jarque-Bera (JB): 1732.73
Prob(Q): 0.01 Prob(JB): 0.00
Heteroskedasticity (H): 1.17 Skew: -2.30
Prob(H) (two-sided): 0.38 Kurtosis: 12.66
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
SARIMA(0, 1, 1) (0, 1, 1, 7) AIC=4132.824
SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=4133.984
SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=4126.581
SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=4122.528
Best SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=4122.528
Category I: Statespace Model Results
=========================================================================================
Dep. Variable: sales No. Observations: 371
Model: SARIMAX(1, 1, 1)x(1, 1, 1, 7) Log Likelihood -2056.264
Date: Fri, 17 Feb 2017 AIC 4122.528
Time: 04:29:53 BIC 4142.109
Sample: 09-26-2015 HQIC 4130.305
- 09-30-2016
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
ar.L1 0.1983 0.050 3.993 0.000 0.101 0.296
ma.L1 -0.9575 0.023 -41.134 0.000 -1.003 -0.912
ar.S.L7 0.0460 0.064 0.715 0.475 -0.080 0.172
ma.S.L7 -0.9467 0.033 -28.853 0.000 -1.011 -0.882
sigma2 4618.1902 170.677 27.058 0.000 4283.670 4952.711
===================================================================================
Ljung-Box (Q): 41.26 Jarque-Bera (JB): 1241.62
Prob(Q): 0.42 Prob(JB): 0.00
Heteroskedasticity (H): 2.30 Skew: -1.38
Prob(H) (two-sided): 0.00 Kurtosis: 11.63
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
SARIMA(0, 1, 1) (0, 1, 1, 7) AIC=4088.347
SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=4090.326
SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=4085.479
SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=4089.335
Best SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=4085.479
Category K: Statespace Model Results
=========================================================================================
Dep. Variable: sales No. Observations: 371
Model: SARIMAX(1, 1, 1)x(0, 1, 1, 7) Log Likelihood -2038.740
Date: Fri, 17 Feb 2017 AIC 4085.479
Time: 04:29:57 BIC 4101.144
Sample: 09-26-2015 HQIC 4091.701
- 09-30-2016
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
ar.L1 0.1238 0.041 2.986 0.003 0.043 0.205
ma.L1 -0.9675 0.019 -50.098 0.000 -1.005 -0.930
ma.S.L7 -0.9683 0.043 -22.344 0.000 -1.053 -0.883
sigma2 4136.8657 209.861 19.712 0.000 3725.545 4548.186
===================================================================================
Ljung-Box (Q): 55.70 Jarque-Bera (JB): 922.29
Prob(Q): 0.05 Prob(JB): 0.00
Heteroskedasticity (H): 1.18 Skew: -1.89
Prob(H) (two-sided): 0.37 Kurtosis: 9.83
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
SARIMA(0, 1, 1) (0, 1, 1, 7) AIC=3510.856
SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=3505.516
SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=3506.719
SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=3501.547
Best SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=3501.547
Category L: Statespace Model Results
=========================================================================================
Dep. Variable: sales No. Observations: 371
Model: SARIMAX(1, 1, 1)x(1, 1, 1, 7) Log Likelihood -1745.773
Date: Fri, 17 Feb 2017 AIC 3501.547
Time: 04:30:00 BIC 3521.128
Sample: 09-26-2015 HQIC 3509.324
- 09-30-2016
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
ar.L1 0.1723 0.052 3.297 0.001 0.070 0.275
ma.L1 -0.9978 0.064 -15.675 0.000 -1.123 -0.873
ar.S.L7 0.1839 0.054 3.435 0.001 0.079 0.289
ma.S.L7 -0.9985 0.821 -1.216 0.224 -2.608 0.611
sigma2 800.9770 651.690 1.229 0.219 -476.312 2078.266
===================================================================================
Ljung-Box (Q): 37.40 Jarque-Bera (JB): 14.55
Prob(Q): 0.59 Prob(JB): 0.00
Heteroskedasticity (H): 0.87 Skew: 0.48
Prob(H) (two-sided): 0.44 Kurtosis: 3.17
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
SARIMA(0, 1, 1) (0, 1, 1, 7) AIC=5093.704
SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=5095.702
SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=5087.336
SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=5089.330
Best SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=5087.336
Category M: Statespace Model Results
=========================================================================================
Dep. Variable: sales No. Observations: 371
Model: SARIMAX(1, 1, 1)x(0, 1, 1, 7) Log Likelihood -2539.668
Date: Fri, 17 Feb 2017 AIC 5087.336
Time: 04:30:03 BIC 5103.001
Sample: 09-26-2015 HQIC 5093.558
- 09-30-2016
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
ar.L1 0.1943 0.053 3.664 0.000 0.090 0.298
ma.L1 -0.8810 0.028 -31.036 0.000 -0.937 -0.825
ma.S.L7 -0.9998 6.086 -0.164 0.870 -12.929 10.929
sigma2 6.466e+04 3.92e+05 0.165 0.869 -7.04e+05 8.33e+05
===================================================================================
Ljung-Box (Q): 39.54 Jarque-Bera (JB): 1498.29
Prob(Q): 0.49 Prob(JB): 0.00
Heteroskedasticity (H): 1.11 Skew: -2.22
Prob(H) (two-sided): 0.56 Kurtosis: 11.91
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
SARIMA(0, 1, 1) (0, 1, 1, 7) AIC=5601.548
SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=5602.059
SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=5599.713
SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=5600.403
Best SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=5599.713
Category N: Statespace Model Results
=========================================================================================
Dep. Variable: sales No. Observations: 371
Model: SARIMAX(1, 1, 1)x(0, 1, 1, 7) Log Likelihood -2795.857
Date: Fri, 17 Feb 2017 AIC 5599.713
Time: 04:30:05 BIC 5615.378
Sample: 09-26-2015 HQIC 5605.935
- 09-30-2016
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
ar.L1 0.1470 0.049 3.025 0.002 0.052 0.242
ma.L1 -0.8942 0.032 -28.153 0.000 -0.956 -0.832
ma.S.L7 -0.9999 0.025 -40.741 0.000 -1.048 -0.952
sigma2 2.621e+05 9.39e-08 2.79e+12 0.000 2.62e+05 2.62e+05
===================================================================================
Ljung-Box (Q): 67.27 Jarque-Bera (JB): 5763.63
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 1.38 Skew: -3.50
Prob(H) (two-sided): 0.08 Kurtosis: 21.22
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 1.43e+27. Standard errors may be unstable.
SARIMA(0, 1, 1) (0, 1, 1, 7) AIC=4951.553
SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=4953.326
SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=4938.277
SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=4940.113
Best SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=4938.277
Category O: Statespace Model Results
=========================================================================================
Dep. Variable: sales No. Observations: 371
Model: SARIMAX(1, 1, 1)x(0, 1, 1, 7) Log Likelihood -2465.138
Date: Fri, 17 Feb 2017 AIC 4938.277
Time: 04:30:08 BIC 4953.942
Sample: 09-26-2015 HQIC 4944.498
- 09-30-2016
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
ar.L1 0.2681 0.042 6.404 0.000 0.186 0.350
ma.L1 -0.9998 0.615 -1.625 0.104 -2.205 0.206
ma.S.L7 -0.9564 0.035 -27.230 0.000 -1.025 -0.888
sigma2 4.308e+04 2.74e+04 1.571 0.116 -1.07e+04 9.68e+04
===================================================================================
Ljung-Box (Q): 71.92 Jarque-Bera (JB): 3161.59
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 2.73 Skew: -2.58
Prob(H) (two-sided): 0.00 Kurtosis: 16.50
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
SARIMA(0, 1, 1) (0, 1, 1, 7) AIC=3404.263
SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=3397.241
SARIMA(1, 1, 1) (0, 1, 1, 7) AIC=3405.957
SARIMA(1, 1, 1) (1, 1, 1, 7) AIC=3399.159
Best SARIMA(0, 1, 1) (1, 1, 1, 7) AIC=3397.241
Category Q: Statespace Model Results
=========================================================================================
Dep. Variable: sales No. Observations: 371
Model: SARIMAX(0, 1, 1)x(1, 1, 1, 7) Log Likelihood -1694.621
Date: Fri, 17 Feb 2017 AIC 3397.241
Time: 04:30:11 BIC 3412.906
Sample: 09-26-2015 HQIC 3403.463
- 09-30-2016
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
ma.L1 -0.9053 0.017 -53.739 0.000 -0.938 -0.872
ar.S.L7 0.1687 0.031 5.430 0.000 0.108 0.230
ma.S.L7 -0.9986 1.194 -0.836 0.403 -3.339 1.342
sigma2 615.3700 728.217 0.845 0.398 -811.909 2042.649
===================================================================================
Ljung-Box (Q): 71.97 Jarque-Bera (JB): 1203.00
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.16 Skew: 1.57
Prob(H) (two-sided): 0.00 Kurtosis: 11.35
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).